Options

Which random terms to use when calculating the standardized residuals (final, all); default fina

RLIMIT = scalar

Limit for detection of large standardized residuals; if this is not set, the limit is set automatically according to the number of residual degrees of freedom

COMMONFACTORS = factors

Factors to define similar units; if this is not set, the factors in the fixed model are used

REPORTFACTORS = factors

Additional factors to include in the table of similar units

PROBABILITY = scalar

Critical value for the test probabilities to decide whether to generate warning messages from the Levine test for variance stability; default=0.025

NLARGERESIDUALS = scalar

Saves the number of large standardized residuals that have been detected

LARGERESIDUALUNITS = variate

Saves the unit numbers of the large standardized residuals

SIMILARINFORMATION = pointer

Saves details of large standardized residuals and residuals in similar units

STABILITYTEST = pointer

Saves the results of the Levene test for stability of the variance of the standardized residuals

SAVE = REML save structure

Specifies the analysis to be checked; by default this will be the most recent REML

No parameters

Description

Procedure VCHECK checks standardized residuals from a REML analysis. By default, these are taken from the recent REML analysis. However, you can check an earlier analysis, by using the SAVE option of VCHECK to specify its save structure (saved using the SAVE parameter of the earlier REML command).

The RMETHOD option controls which random terms are used to calculate the standardized residuals, with settings:

all

uses all of the random effects, and

final

uses only the final random term (default).

Output is controlled by the PRINT option, with the following settings.

largeresiduals

reports any large standardized residuals, with their unit numbers.

similarunits

reports large standardized residuals, together with the residuals from similar units.

stability

performs two Levene tests to check whether the residual variance differs according to the size of the response. The data are divided into three groups (small, intermediate and large) according to the sizes of their fitted values. The tests compare the variance of the standardized residuals in the first (small) group with those in the third (large) group, and the variance of the second (intermediate) group with the variance of other two groups combined..

By default PRINT=largeresiduals.

The RLIMIT option specifies the limit that must be exceeded by the absolute value of a standardized residual for it to be identified as large. If this is not set, the default is taken as 2.0 if the number of degrees of freedom d of the random terms in the REML analysis is less than 20, and 4.0 if d is greater than 15773. For other values of d, the default is the critical value of the Normal distribution for a two-sided test with significance probability 1/d. These calculations are the same as those used in regression and analysis of variance, and are intended to ensure that a report should appear for any extreme outlier, but that reports should not appear too often just as a result of random variation.

The NLARGERESIDUALS option saves the number of large standardized residuals that have been found, and the LARGERESIDUALUNITS option can save a variate containing their unit numbers.

The COMMONFACTORS option lists the factors whose levels should be shared by the units that are listed in the report as similar to those with the large residuals. If this is not set, the default is to take the factors in the fixed model. The REPORTFACTORS option lists any other factors that are to be included in the report. The SIMILARINFORMATION option can save a pointer containing details of the table that has been printed. The first element of the pointer, labelled 'Columnlabels', contains labels to use as column headings for the other elements, The second element, labelled 'Unitnumber', contains unit numbers. The third element, labelled 'Unittype', is a factor indicating whether each unit contains a large standardized residual, or the standardized residual from a similar unit. The remaining columns contain the values of the factors displayed in the report.

The results of the Levene test for stability of the variance of the standardized residuals can be saved, in a pointer, by the STABILITYTEST option.

If nothing is to be saved and no printed output is requested, VCHECK provides a safety check. It prints a warning message if any large standardized residuals are detected, or if either of the Levene tests generates a test probability less than or equal to the value specified by the PROBABILITY option. The default value is 0.025 (i.e. 2.5%), which is the same as the value used for the similar messages that may occur with the summary of analysis in regression of from procedure ACHECK following an analysis of variance. It is important to realise that the estimated residuals will be correlated. The Levene tests assume that the residuals are independent Normally-distributed observations. Their test probabilities may therefore be too low – and generate too many significant results. So the use of a smaller critical probability value provides some protection against spurious messages.

Method

The standardized residuals are obtained by using VFRESIDUALS to save the residuals with their standard errors. Details about Levene tests can be found in Snedecor & Cochran (1989); also see O’Neill & Mathews (2002) for information about the issues that arise in their use in balanced analysis of variance.